-57.7%
CWD vs SPY
+2.1%
-59.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.4% | -3.8% | -4.4% |
| 7D | -6.8% | -4.7% | -2.1% | -2.6% |
| 30D | -20.5% | -5.9% | -14.5% | -16.3% |
| 3M | -6.8% | -4.5% | -2.2% | -2.7% |
| 6M | -57.7% | +1.8% | -59.5% | -60.2% |
| All | -57.7% | +2.1% | -59.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling